+93.9%
QQQ vs OWL
-15.5%
+109.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.2% |
| 7D | -1.3% | -11.9% | +10.7% | +2.7% |
| 30D | -1.4% | -13.7% | +12.4% | +3.1% |
| 3M | +2.3% | +12.3% | -10.0% | -2.2% |
| 6M | +16.9% | +15.0% | +1.9% | +9.6% |
| YTD | +15.6% | -25.7% | +41.4% | +25.0% |
| 1Y | +22.6% | -39.5% | +62.1% | +41.4% |
| 3Y | +93.5% | +0.9% | +92.6% | +76.6% |
| 5Y | +93.9% | -16.5% | +110.4% | +73.9% |
| All | +93.9% | -15.5% | +109.4% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling